NO.PZ2018070201000060
问题如下:
A portfolio plans to construct a portfolio with below two securities. If the return of the portfolio is 21.5%, the weighting in Security 1 is:
选项:
A. 70%.
B. 40%.
C. 30%.
解释:
C is correct.
Rp = w1 × R1 + (1 − w1) × R2
Rp = w1 ×25 % + (1 − w1) × 20%
21.5% = 0.30(25%) + 0.70(20%)
分红是不是不用考虑?